-43.1%
KHC vs MKC
+62.7%
-105.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.2% |
| 7D | -1.8% | -5.9% | +4.1% | +1.4% |
| 30D | -1.9% | -0.9% | -1.0% | -1.4% |
| 3M | +14.4% | +12.7% | +1.7% | +7.4% |
| 6M | +8.7% | -19.3% | +28.0% | +20.9% |
| YTD | +7.8% | -22.2% | +29.9% | +21.6% |
| 1Y | -1.5% | -23.3% | +21.8% | +11.7% |
| 3Y | -9.9% | -30.0% | +20.1% | +6.0% |
| 5Y | -10.7% | -33.8% | +23.0% | +6.2% |
| 10Y | -55.7% | +24.4% | -80.1% | -65.8% |
| All | -43.1% | +62.7% | -105.9% | -65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MKC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling